+68.6%
EOSE vs M
+159.6%
-90.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | -0.9% | +15.3% | +14.8% |
| 7D | -7.0% | -3.3% | -3.7% | -5.3% |
| 30D | -16.7% | +8.1% | -24.8% | -18.9% |
| 3M | -53.1% | +2.2% | -55.3% | -53.3% |
| 6M | -76.8% | +35.1% | -111.9% | -79.5% |
| YTD | -82.6% | +15.8% | -98.5% | -83.9% |
| 1Y | -89.3% | +25.8% | -115.1% | -90.4% |
| All | +68.6% | +159.6% | -90.9% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling